-25.7%
RDW vs JBHT
+63.1%
-88.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -5.1% |
| 7D | +7.2% | +7.0% | +0.2% | +3.1% |
| 30D | -10.3% | +0.5% | -10.8% | -10.3% |
| 3M | -41.4% | -17.4% | -24.1% | -35.0% |
| 6M | -32.5% | -1.7% | -30.8% | -33.0% |
| YTD | +1.7% | +20.7% | -19.0% | -10.6% |
| 1Y | +39.0% | +41.1% | -2.0% | +11.8% |
| 3Y | +214.2% | +38.0% | +176.2% | +147.1% |
| 5Y | -31.3% | +22.5% | -53.7% | -43.4% |
| All | -25.7% | +63.1% | -88.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling